I have put enemies under specific lists based on how they pose a threat to your property.
Enemies of Property
Can hit through Walls
Damage Property
Can enter home without doors
Goblin Sorcerer
Vampires
Wraiths
Threats based on Time
Threats during Night
During Moons
Werewolves (Full Moon)
Clown (Blood Moon)
Solar Eclipses
The following are strategies from the wiki I have put what threats will remain after you have completed the follow concepts.
Strategies
Digging a Deep Pit
Threats Left: Sorcerer, Demon Eye, Worms
A simple defense would be to dig a ditch underground that is too deep to jump out of, yet retains a way for a player to escape. A simple ditch would be dug out more than six blocks down, four blocks wide, with a ceiling of no more than four blocks high, while leaving a small area on the side of the pit opposite of your door so a player can jump up. If this is built properly, the only monsters capable of entering a house are the Sorcerer and the Demon Eye (most Goblins cannot enter because nobody can jump far enough with such a low ceiling). To remedy the Demon Eye problem, simply put a door on the other side of the ditch, as demonstrated on the left. Furthermore, if you dig a little farther until the Zombies can walk off screen, they will automatically despawn after enough time of being off screen, so the player doesn't have to worry about risking their life to kill a horde of Zombies.
Suspension House
Threats left: Flying Monsters, Sorcerer, Worms, Bosses
To counter flying monsters its recommended to use platform traps and doors.
Building a house in the air prevents any sort of land monster from entering the house regardless of their ability to knock down doors. Flying creatures can still be a problem but are easily nullified with platform traps and doors. Building a house like this is completely impenetrable except by Sorcerer, Worms, or bosses. As seen in the screenshot on the right, only one Zombie is allowed to spawn despite Blood Moon due to how many Demon Eyes are trapped. In addition, the player can fight on the ground with melee or from the central "airlock" of the house with ranged weapons. The only issue with this type of house is it can be detrimental to one's sense of gravity.
Advanced Approach
Threats Left: Demon Eyes
The major defense against basically all enemies is to have some type of block that stands out from all the others, and put it above the doors, then put at least three blocks of sand above it. One can now leave the door open almost 95% of time. Make sure that the door is opposite of where the sand is, otherwise the sand will just land on the door and sit there.
Sources
http://terraria.wikia.com/wiki/House_Defense